Expiration Analysis

How gamma structure changes around option expirations and how to trade it.

Gamma exposure is strongest near expiration and decays rapidly after:

  • Pre-expiration (0-2 days): Max Pain pull is strongest. Expect pinning near A1/A2 and Max Pain.
  • Expiration day: Gamma collapses rapidly. Levels become less reliable as options expire.
  • Post-expiration: Structural shift — a new gamma landscape forms around the next nearest expiration.

Use the TOTAL expiration view to see the aggregate picture, then switch to specific expirations to analyze individual impacts.

See also: Max Pain, Absolute Peaks (A1/A2)

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